Applied econometrics
Associate Professor Keith McLaren, Dr Paul Kofman and Dr Laszlo Matyas
7 points
* Two 1.5 hour lectures per week
* Second semester
*
Clayton
Objectives On completion of this subject students should be familiar with recent developments in applied econometrics; be able to critically evaluate empirical work; have developed the skills to undertake empirical work; be able to understand the development of new techniques in applied econometrics.
Synopsis The subject involves a critical review of recent empirical work in econometrics. The topics covered may include the estimation of systems of demand equations, options pricing models, game theory, rational expectations models, unit roots and cointegration, empirical models of investment behaviour, panel data models.
Assessment Written (2 assignments): 40%
* Examination (3 hours): 60%
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